CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7633 |
0.7577 |
-0.0056 |
-0.7% |
0.7705 |
| High |
0.7633 |
0.7599 |
-0.0035 |
-0.5% |
0.7723 |
| Low |
0.7571 |
0.7555 |
-0.0016 |
-0.2% |
0.7571 |
| Close |
0.7587 |
0.7566 |
-0.0021 |
-0.3% |
0.7587 |
| Range |
0.0062 |
0.0044 |
-0.0018 |
-29.0% |
0.0152 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
42,769 |
10,245 |
-32,524 |
-76.0% |
442,597 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7705 |
0.7679 |
0.7590 |
|
| R3 |
0.7661 |
0.7635 |
0.7578 |
|
| R2 |
0.7617 |
0.7617 |
0.7574 |
|
| R1 |
0.7591 |
0.7591 |
0.7570 |
0.7582 |
| PP |
0.7573 |
0.7573 |
0.7573 |
0.7568 |
| S1 |
0.7548 |
0.7548 |
0.7562 |
0.7538 |
| S2 |
0.7529 |
0.7529 |
0.7558 |
|
| S3 |
0.7485 |
0.7504 |
0.7554 |
|
| S4 |
0.7441 |
0.7460 |
0.7542 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8083 |
0.7987 |
0.7671 |
|
| R3 |
0.7931 |
0.7835 |
0.7629 |
|
| R2 |
0.7779 |
0.7779 |
0.7615 |
|
| R1 |
0.7683 |
0.7683 |
0.7601 |
0.7655 |
| PP |
0.7627 |
0.7627 |
0.7627 |
0.7613 |
| S1 |
0.7531 |
0.7531 |
0.7573 |
0.7503 |
| S2 |
0.7475 |
0.7475 |
0.7559 |
|
| S3 |
0.7323 |
0.7379 |
0.7545 |
|
| S4 |
0.7171 |
0.7227 |
0.7503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7723 |
0.7555 |
0.0168 |
2.2% |
0.0058 |
0.8% |
7% |
False |
True |
76,435 |
| 10 |
0.7780 |
0.7555 |
0.0225 |
3.0% |
0.0060 |
0.8% |
5% |
False |
True |
82,391 |
| 20 |
0.7853 |
0.7555 |
0.0298 |
3.9% |
0.0063 |
0.8% |
4% |
False |
True |
87,258 |
| 40 |
0.7862 |
0.7555 |
0.0307 |
4.1% |
0.0059 |
0.8% |
4% |
False |
True |
81,009 |
| 60 |
0.7992 |
0.7555 |
0.0438 |
5.8% |
0.0058 |
0.8% |
3% |
False |
True |
79,214 |
| 80 |
0.7992 |
0.7555 |
0.0438 |
5.8% |
0.0058 |
0.8% |
3% |
False |
True |
67,491 |
| 100 |
0.8175 |
0.7555 |
0.0621 |
8.2% |
0.0058 |
0.8% |
2% |
False |
True |
54,044 |
| 120 |
0.8175 |
0.7555 |
0.0621 |
8.2% |
0.0057 |
0.7% |
2% |
False |
True |
45,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7785 |
|
2.618 |
0.7714 |
|
1.618 |
0.7670 |
|
1.000 |
0.7642 |
|
0.618 |
0.7626 |
|
HIGH |
0.7599 |
|
0.618 |
0.7582 |
|
0.500 |
0.7577 |
|
0.382 |
0.7571 |
|
LOW |
0.7555 |
|
0.618 |
0.7527 |
|
1.000 |
0.7511 |
|
1.618 |
0.7483 |
|
2.618 |
0.7439 |
|
4.250 |
0.7368 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7577 |
0.7639 |
| PP |
0.7573 |
0.7615 |
| S1 |
0.7570 |
0.7590 |
|